نتایج جستجو برای: esseen theorem

تعداد نتایج: 144261  

Journal: :Journal of The Royal Statistical Society Series B-statistical Methodology 2022

Abstract In the past decade, differential privacy has seen remarkable success as a rigorous and practical formalization of data privacy. This definition its divergence based relaxations, however, have several acknowledged weaknesses, either in handling composition private algorithms or analysing important primitives like amplification by subsampling. Inspired hypothesis testing formulation priv...

2003
Xian Zhou Liuquan Sun Haobo Ren XIAN ZHOU LIUQUAN SUN HAOBO REN

In this paper we study the estimation of a quantile function based on left truncated and right censored data by the kernel smoothing method. Asymptotic normality and a Berry-Esseen type bound for the kernel quantile estimator are derived. Monte Carlo studies are conducted to compare the proposed estimator with the PL-quantile estimator.

2008
Vladislav Kargin

An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures. Courant Institute of Mathe...

2018
Nicolas Privault

We derive Edgeworth-type expansions for Poisson stochastic integrals, based on cumulant operators defined by the Malliavin calculus. As a consequence we obtain Stein approximation bounds for stochastic integrals, which are based on third cumulants instead of the L3 norm term found in the literature. The use of the third cumulant results into a convergence rate faster than the classical Berry-Es...

Journal: :Proceedings of the American Mathematical Society 2005

Journal: :Canadian Journal of Statistics 1985

Journal: :Journal of Theoretical Probability 2007

2005
QI-MAN SHAO Richard C. Bradley ZHONG-GEN SU

Let λ be a partition of n chosen from the Plancherel measure of the symmetric group Sn, let χλ(12) be the irreducible character of the symmetric group parameterized by λ evaluated on the transposition (12), and let dim(λ) be the dimension of the irreducible representation parameterized by λ. Fulman recently obtained the convergence rate of O(n−s) for any 0 < s < 1 2 in the central limit theorem...

Journal: :Proceedings of the American Mathematical Society 2003

Journal: :Journal of Mathematical Analysis and Applications 1998

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